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EGLD-USD vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between EGLD-USD and ETH-USD is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

EGLD-USD vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Elrond (EGLD-USD) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
102.40%
418.61%
EGLD-USD
ETH-USD

Key characteristics

Sharpe Ratio

EGLD-USD:

-0.45

ETH-USD:

-0.58

Sortino Ratio

EGLD-USD:

-0.17

ETH-USD:

-0.53

Omega Ratio

EGLD-USD:

0.98

ETH-USD:

0.95

Calmar Ratio

EGLD-USD:

0.01

ETH-USD:

0.03

Martin Ratio

EGLD-USD:

-0.98

ETH-USD:

-1.42

Ulcer Index

EGLD-USD:

43.25%

ETH-USD:

29.28%

Daily Std Dev

EGLD-USD:

70.69%

ETH-USD:

59.28%

Max Drawdown

EGLD-USD:

-97.45%

ETH-USD:

-93.96%

Current Drawdown

EGLD-USD:

-96.40%

ETH-USD:

-62.87%

Returns By Period

The year-to-date returns for both investments are quite close, with EGLD-USD having a -47.11% return and ETH-USD slightly higher at -46.39%.


EGLD-USD

YTD

-47.11%

1M

-5.81%

6M

-25.66%

1Y

-57.94%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-46.39%

1M

-10.77%

6M

-27.95%

1Y

-42.92%

5Y*

55.42%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EGLD-USD vs. ETH-USD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EGLD-USD
The Risk-Adjusted Performance Rank of EGLD-USD is 1414
Overall Rank
The Sharpe Ratio Rank of EGLD-USD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of EGLD-USD is 1010
Sortino Ratio Rank
The Omega Ratio Rank of EGLD-USD is 1010
Omega Ratio Rank
The Calmar Ratio Rank of EGLD-USD is 2828
Calmar Ratio Rank
The Martin Ratio Rank of EGLD-USD is 1515
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 1313
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 11
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 11
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 6060
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EGLD-USD vs. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Elrond (EGLD-USD) and Ethereum (ETH-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for EGLD-USD, currently valued at -0.45, compared to the broader market0.001.002.003.004.00
EGLD-USD: -0.45
ETH-USD: -0.58
The chart of Sortino ratio for EGLD-USD, currently valued at -0.17, compared to the broader market00.001.002.003.004.00
EGLD-USD: -0.17
ETH-USD: -0.53
The chart of Omega ratio for EGLD-USD, currently valued at 0.98, compared to the broader market1.001.101.201.301.40
EGLD-USD: 0.98
ETH-USD: 0.95
The chart of Calmar ratio for EGLD-USD, currently valued at 0.01, compared to the broader market1.002.003.004.00
EGLD-USD: 0.01
ETH-USD: 0.03
The chart of Martin ratio for EGLD-USD, currently valued at -0.98, compared to the broader market0.005.0010.0015.0020.00
EGLD-USD: -0.98
ETH-USD: -1.42

The current EGLD-USD Sharpe Ratio is -0.45, which is comparable to the ETH-USD Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of EGLD-USD and ETH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.45
-0.58
EGLD-USD
ETH-USD

Drawdowns

EGLD-USD vs. ETH-USD - Drawdown Comparison

The maximum EGLD-USD drawdown since its inception was -97.45%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for EGLD-USD and ETH-USD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-96.40%
-62.87%
EGLD-USD
ETH-USD

Volatility

EGLD-USD vs. ETH-USD - Volatility Comparison

Elrond (EGLD-USD) and Ethereum (ETH-USD) have volatilities of 28.34% and 27.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2025FebruaryMarchApril
28.34%
27.40%
EGLD-USD
ETH-USD